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Goldman Sachs Put 450 ZURN 20.06..../  DE000GP7BX37  /

EUWAX
2024-11-12  6:56:32 PM Chg.+0.18 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.01EUR +21.69% -
Bid Size: -		 -
Ask Size: -		 ZURICH INSURANCE N 450.00 CHF 2025-06-20 Put
 

Master data

WKN: GP7BX3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Put
Strike price: 450.00 CHF
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.68
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.14
Parity: -7.83
Time value: 1.17
Break-even: 467.80
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.28
Spread abs.: 0.20
Spread %: 20.62%
Delta: -0.17
Theta: -0.06
Omega: -8.31
Rho: -0.66
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 0.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.94%
1 Month
  -9.01%
3 Months
  -66.67%
YTD
  -84.27%
1 Year
  -84.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.830
1M High / 1M Low: 1.160 0.830
6M High / 6M Low: 4.040 0.830
High (YTD): 2024-02-09 6.740
Low (YTD): 2024-11-11 0.830
52W High: 2024-02-09 6.740
52W Low: 2024-11-11 0.830
Avg. price 1W:   0.925
Avg. volume 1W:   0.000
Avg. price 1M:   0.969
Avg. volume 1M:   0.000
Avg. price 6M:   2.121
Avg. volume 6M:   0.000
Avg. price 1Y:   3.625
Avg. volume 1Y:   0.000
Volatility 1M:   134.46%
Volatility 6M:   132.24%
Volatility 1Y:   105.90%
Volatility 3Y:   -